+4,394.1%
LUV vs LUMN
+156.1%
+4,238.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -1.0% | +2.5% | -3.5% | -1.4% |
| 30D | -12.4% | +10.3% | -22.7% | -14.1% |
| 3M | -11.0% | -18.3% | +7.3% | -8.2% |
| 6M | -5.0% | +4.4% | -9.3% | -7.3% |
| YTD | -3.8% | -10.7% | +6.9% | -5.3% |
| 1Y | +25.9% | +14.0% | +12.0% | +15.2% |
| 3Y | +42.2% | +406.6% | -364.3% | -28.8% |
| 5Y | -10.8% | -36.8% | +26.0% | -25.2% |
| 10Y | +19.0% | -56.2% | +75.1% | -0.8% |
| All | +4,394.1% | +156.1% | +4,238.0% | +1,714.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling